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| From | Fernando Rios Avila <f.rios.a@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: how can I get parameter estimates and covariance matrix saved in vectors when using movestay? |
| Date | Thu, 12 Apr 2012 13:38:55 -0400 |
Hi Fengxia, Just like in any other regression, you can find the Betas and variance co-variance matrices on e(b) and e(V). Fernando On Thu, Apr 12, 2012 at 1:08 PM, Fengxia Dong <fdong6@wisc.edu> wrote: > > Hi, > > > > I am using movestay to estimate an endogenous switching regression model. > I want to perform a hypothesis test that needs both parameter estimation and > its covariance matrix. But I don’t know how to obtain them from the movestay > procedure. Does someone know how to do this? > > > > Thanks, > > > > Fengxia Dong * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/